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Calculating error of a multi-varialbe function

  1. Jan 17, 2010 #1
    I have a function defined as:

    y = f(x1, x2, x3,... , xn)

    xi has an error of ei, where 1 <= i <= n.

    How can I calculate the error of y in terms of e1,...,en?
     
  2. jcsd
  3. Jan 17, 2010 #2

    mathman

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    It depends explicitly on the functional form of f as well as any dependencies among the Xi.
     
  4. Jan 17, 2010 #3
    So what is this dependancy, is there a general formula?

    For instance, how do you calculate,
    p = v . i (errors: ep, ev and ei)
    R = v / i (errors: eR, ev and ei)
    errors of "p" and "R"?
     
  5. Jan 18, 2010 #4

    HallsofIvy

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    If the errors in x1, x2, ..., xn are e1, e2, ..., en, respectively, then the error in f(x1, x2, ..., xn) is [itex]E(f)= \frac{\partial f}{\partial x_1}e_1+ \frac{\partial f}{\partial x_2}e_2+ \cdot\cdot\cdot\frac{\partial f}{\partial x_n}e_n[/itex], approximately. (Approximately because we are using the derivative rather than the actual difference- but that will give a good upper bound on the possible error.)

    In particular, if O(x,y)= x+ y then [itex]e_o= 1(e_x)+ 1(e_y)= e_x+ e_y[/itex], if P(v, i)= vi, then [itex]e_p= i e_v+ v e_i[/itex] and if P(v, i)= v/i= vi-1, then [itex]e_R= i^{-1} e_v- vi^{-2}e_i[/itex]

    Notice that
    [tex]\frac{e_P}{P}= \frac{i}{vi}e_v+ \frac{v}{vi} e_i= \frac{e_v}{v}+ \frac{e_i}{i}[/tex]
    and
    [tex]\frac{e_R}{R}= \frac{e_v}{v}- \frac{e_i}{i}[/tex]

    illustrating an old mechanics "rule of thumb": if measurements are added, their errors add and if errors are multiplied, their relative errors add.
     
    Last edited: Jan 18, 2010
  6. Jan 18, 2010 #5
    Those are some great formulas, thank you very much.
     
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